+6,030.6%
RMD vs A
+557.8%
+5,472.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +3.1% | +1.4% | +1.7% | +2.7% |
| 30D | +1.8% | +4.3% | -2.5% | +0.7% |
| 3M | +6.7% | +19.8% | -13.1% | +1.9% |
| 6M | +13.9% | +54.4% | -40.5% | +1.5% |
| YTD | -2.0% | +31.7% | -33.7% | -9.4% |
| 1Y | -5.4% | +22.4% | -27.9% | -10.9% |
| 3Y | +67.4% | +67.7% | -0.3% | +43.6% |
| 5Y | -5.7% | +15.7% | -21.5% | -12.0% |
| 10Y | +338.4% | +308.7% | +29.7% | +209.7% |
| All | +6,030.6% | +557.8% | +5,472.8% | +4,162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling